报告题目：Asymptotic Behavior of Functional Diffusion Systems with Two-time Scales

报告人：吴付科教授、博士生导师（华中科技大学数学与统计学院）

报告时间：2017年10月27日（周五）下午16:30

报告地点：数学统计学院413会议室

承办单位：宝盈娱乐app数学统计学院

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报告摘要：This work is concerned with functional diffusions with two-time scales in which the slow-varying component process involve path-dependent functionals and the fast-varying component process is independent of the slow-varying component. When the small parameter tends to zero, asymptotic properties are developed. The martingale method and the weak convergence are adopted to treat this problem. Since the path-dependent functionals are involved, when the martingale method and the weak convergence are used, the functional It\^{o} differential operator will be employed. By treating the fast-varying component process as random "noise", under appropriate conditions, this paper shows that the slow-varying component process involving path-dependent functionals converges weakly to a stochastic process which satisfies a stochastic functional differential equation, in which the coefficients are determined by the invariant measure of the fast-varying component.

报告人简介：教授，博士生导师，2003年博士毕业于华中科技大学数学与统计学院。主要从事随机微分方程以及相关领域的研究，2011年入选教育部新世纪优秀人才支持计划，2012年入选华中科技大学“华中学者”，2014年获得基金委优秀青年基金资助，2015年获得湖北省自然科学二等奖，2017年获得英国皇家学会"牛顿高级学者"基金，SCI期刊《IET Control Theory & Applications》编委。近年来，在SIAM J. Appl. Math., SIAM J. Numer. Anal., SIAM J. Control Optim., Numer. Math., J. Differential Equations, Automatica和IEEE TAC等国际权威期刊发表论文80余篇，全部为SCI收录。共主持4项国家自然科学基金和一项教育部新世纪优秀人才基金。